prob140.MarkovChain.expected_return_time

MarkovChain.expected_return_time()

Finds the expected return time of the Markov Chain (1 / steady state).

Returns:

Table

Expected Return Time

Examples

>>> states = ['A', 'B']
>>> transition_matrix = np.array([[0.1, 0.9],
...                               [0.8, 0.2]])
>>> mc = MarkovChain.from_matrix(states, transition_matrix)
>>> mc.expected_return_time()
Value | Expected Return Time
A     | 1.5
B     | 3